BVT Call 220 TMUS 21.03.2025/  DE000VC1ZY15  /

Frankfurt Zert./VONT
23/12/2024  20:03:54 Chg.+0.050 Bid21:58:23 Ask21:58:23 Underlying Strike price Expiration date Option type
1.280EUR +4.07% -
Bid Size: -
-
Ask Size: -
T Mobile US Inc 220.00 USD 21/03/2025 Call
 

Master data

WKN: VC1ZY1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: T Mobile US Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 21/03/2025
Issue date: 13/08/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.88
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.29
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.29
Time value: 0.98
Break-even: 224.20
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.60%
Delta: 0.59
Theta: -0.07
Omega: 9.95
Rho: 0.27
 

Quote data

Open: 1.230
High: 1.280
Low: 1.190
Previous Close: 1.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -51.33%
3 Months  
+70.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.230
1M High / 1M Low: 3.320 1.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.265
Avg. volume 1W:   0.000
Avg. price 1M:   2.337
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -